Quasi‐maximum likelihood estimation of discretely observed diffusions
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Publication:3018504
DOI10.1111/J.1368-423X.2010.00324.XzbMath1218.62082MaRDI QIDQ3018504
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Approximations and expansions (41A99)
Related Items (2)
Quasi-maximum likelihood estimation of multivariate diffusions ⋮ A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
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